+580.6%
CVNA vs SPYM
+77.4%
+503.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -3.6% |
| 7D | -7.3% | -0.8% | -6.5% | -5.5% |
| 30D | -4.6% | -1.1% | -3.5% | -2.0% |
| 3M | +2.0% | +3.9% | -1.9% | -6.6% |
| 6M | +11.7% | +13.6% | -1.9% | -17.9% |
| YTD | -18.1% | +12.7% | -30.8% | -38.4% |
| 1Y | -2.4% | +17.6% | -20.0% | -32.9% |
| 3Y | +580.6% | +77.2% | +503.3% | +40.3% |
| All | +580.6% | +77.4% | +503.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling